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Volatility
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Finance research letters
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1
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ECONIS (ZBW)
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Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries
Chau, Frankie
;
Deesomsak, Rataporn
;
Wang, Jun
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 1-19
Persistent link: https://www.econbiz.de/10010411617
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2
Data-driven hedging of stock index options via deep learning
Chen, Jie
;
Li, Lingfei
- In:
Operations research letters
51
(
2023
)
4
,
pp. 408-413
Persistent link: https://www.econbiz.de/10014426577
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3
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
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4
Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
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5
Volatility analysis of financial agent-based market dynamics from stochastic contact system
Xiao, Di
;
Wang, Jun
;
Niu, Hongli
- In:
Computational economics
48
(
2016
)
4
,
pp. 607-625
Persistent link: https://www.econbiz.de/10011712544
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6
Extreme risk and small investor behavior in developed markets
Switzer, Lorne N.
;
Wang, Jun
;
Lee, Seungho
- In:
The journal of asset management
18
(
2017
)
6
,
pp. 457-475
Persistent link: https://www.econbiz.de/10011844394
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7
Dynamic interaction between economic policy uncertainty and financial stress : a multi-scale correlation framework
Sun, Xiaolei
;
Yao, Xiaoyang
;
Wang, Jun
- In:
Finance research letters
21
(
2017
),
pp. 214-221
Persistent link: https://www.econbiz.de/10011807788
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8
Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach
Chen, Xiuwen
;
Sun, Xiaolei
;
Wang, Jun
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
12
,
pp. 2703-2717
Persistent link: https://www.econbiz.de/10012211021
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9
Linkages between global crude oil market volatility and financial market by complexity synchronization
Xing, Yani
;
Wang, Jun
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2405-2421
Persistent link: https://www.econbiz.de/10012314416
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10
Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei
;
Liu, Chang
;
Wang, Jun
;
Li, Jianping
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301025
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